Rational approximation to trigonometric operators

被引:26
|
作者
Grimm, V. [1 ]
Hochbruck, M. [1 ]
机构
[1] Univ Dusseldorf, Math Inst, D-40225 Dusseldorf, Germany
关键词
rational Krylov subspace methods; trigonometric operator function; Hilbert space; wave equations; trigonometric integrators; highly oscillatory problems; finite element discretization;
D O I
10.1007/s10543-008-0185-9
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
We consider the approximation of trigonometric operator functions that arise in the numerical solution of wave equations by trigonometric integrators. It is well known that Krylov subspace methods for matrix functions without exponential decay show superlinear convergence behavior if the number of steps is larger than the norm of the operator. Thus, Krylov approximations may fail to converge for unbounded operators. In this paper, we propose and analyze a rational Krylov subspace method which converges not only for finite element or finite difference approximations to differential operators but even for abstract, unbounded operators. In contrast to standard Krylov methods, the convergence will be independent of the norm of the operator and thus of its spatial discretization. We will discuss efficient implementations for finite element discretizations and illustrate our analysis with numerical experiments.
引用
收藏
页码:215 / 229
页数:15
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